A semiparametric factor model for CDO surfaces dynamics (Q268745)
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scientific article; zbMATH DE number 6569582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric factor model for CDO surfaces dynamics |
scientific article; zbMATH DE number 6569582 |
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A semiparametric factor model for CDO surfaces dynamics (English)
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15 April 2016
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CDO
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curve trade
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dynamic factor model
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semiparametric model
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surfaces dynamics
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